Great to see this post, I would like to add a little bit context in case anyone is interest.
It was designed for analytics of structured finance, but a subset capability maybe helpful for accounting , like project financial assets cashflow.
It is tool to project cashflow of financial assets with user performance assumption, like default/prepayment/recovery/
Assets support:
- mortgage
- loan/installment/trade receivable
- lease
It can derived expected loss for a pool of assets ( sort of IFRS9 thing) , or calculate PV of future cashflow for valuation purpose.
Meanwhile, if you think there is missing asset class here , I'm happy to add it into the engine
Cheers
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